Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing misspecified asset pricing models with empirical likelihood estimators |
scientific article |
Statements
Assessing misspecified asset pricing models with empirical likelihood estimators (English)
0 references
12 May 2017
0 references
stochastic discount factor
0 references
Euler equations
0 references
generalized minimum contrast estimators
0 references
model misspecification
0 references
Cressie-Read discrepancies
0 references
